User-generated big data mining is vital important for large online platforms in terms of security, profits improvement, products recommendation and system management. Personal attributes recognition, user behavior prediction, user identification, and community detection are the most critical and interesting issues that remain as challenges in many real applications in terms of accuracy, efficiency and data security. For an online platform with tens of thousands of users, it is always vulnerable to malicious users who pose a threat to other innocent users and consume unnecessary resources, where accurate user identification is urgently required to prevent corresponding malicious attempts. Meanwhile, accurate prediction of user behavior will help large platforms provide satisfactory recommendations to users and efficiently allocate different amounts of resources to different users. In addition to individual identification, community exploration of large social networks that formed by online databases could also help managers gain knowledge of how a community evolves. And such large scale and diverse social networks can be used to validate network theories, which are previously developed from synthetic networks or small real networks. In this thesis, we study several specific cases to address some key challenges that remain in different types of large online platforms, such as user behavior prediction for cold-start users, privacy protection for user-generated data, and large scale and diverse social community analysis.